+1.5%
CARR vs WY
-24.8%
+26.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | -3.8% | -4.2% | +0.4% | -1.7% |
| 30D | -8.9% | -10.1% | +1.2% | -3.9% |
| 3M | -17.3% | -8.5% | -8.8% | -13.9% |
| 6M | -1.4% | -3.3% | +1.9% | -0.3% |
| YTD | +10.0% | -4.4% | +14.4% | +11.7% |
| 1Y | -6.4% | -11.5% | +5.1% | -1.2% |
| 3Y | +1.5% | -24.3% | +25.9% | +13.2% |
| All | +1.5% | -24.8% | +26.3% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling